Forgot Password

CCPP = Continuous Capital Protection Program

ML^ analytics will protect your portfolio of financial instrument against any negative directional price
movements that will result in a drawdown or loss of capital / equity

[ML^ analytics detects in advance any changes in the direction of the instruments price

LONG the instrument:

• hedgeON => when the price is about to FALL
• hedgeOFF => when the price is about to RISE

• - the exposure of the portfolio is LONG when the price is rising and square [hedged when the
  price is falling
• - hedgeOn // hedge OFF program captures all directional downside price movement risk as realised trading profit

SHORT the instrument:

• hedgeON => when the price is about to RISE
• hedgeOFF => when the price is about to FALL

• - the exposure of the portfolio is SHORT when the price is falling and square [hedged when the price is rising
• - hedgeOn // hedge OFF program captures all directional downside price movement risk as realised trading profit

CETP = Continuous Exposure Trading Program

Continuous exposure allows the trader to remain with an open exposure through all price regimes = trade the 1 instrument through all the trade cycles

• ML^ analytics derives a CSi^ index line, which moves between 0.00 and 2.00, where the price of the instrument follows the CSi^ index line, with a short time lag
• The CSi^ index line leads the instruments price, determines the direction the price will follow, determines the price regime/ core state [trending / mean reversion, and when the current price direction will change [new core state into a new direction

[ML^ analytics detects in advance any changes in the direction of the instruments price

The CETP program creates continuous open exposures whereby these exposures are LONG, SHORT, LONG, SHORT

• based on the direction of the CSi^ index line
• when the CSi^ index line is rising, the price will follow the line and rise, with a short time lag
• when the CSi^ line is falling, the price will follow and fall

You access the CCPP program by clicking on the CCPP icon or the CETP icon

You are then requested to input some basic information into:

• the ‘mi portfolio’module
• administration module [button at the top

CCPP program has 2 components –

• automated program where default settings are in place [for hedging such as the execution prices, the volume
• manual program where you can set these settings
• or you can run the automated program and over-ride the program at any time [hybrid version

You always have control – and can monitor the exposures throughout the trade cycle and can change the settings – mainly in the execution of the entry, exit and stop prices

There are 4 risk management tools that can assist you to understand the ML^ analytics, both in terms of the:

• direction of the price
• the price path: HLC
• the core state each instrument is in
• when the directional price / core state of each instrument changes direction index

4 risk management tools:

CSi^ optimised index:

presents the 3-4-5 time window when the highest or lowest price will be seen – these windows are projected in forward time = so you are shown the time windows in advance to the price peaking or at it lowest

ML^ optimised algorithms are classified as:

• sensitive: captures all price movements over any time cycle
• intermediate: captures 90% of all price movements
• long: traders who want lower turnover and major directional price changes
• DA36: captures all the price movements – ultra sensitive
• standard: combines the sensitive and intermediate to give an all round program

So the ML^ algorithm is selected to present the optimised CSi^ algorithm so you will know the time window to SELL or BUY

Standard CSi^ index:

The trader can select the CSi^ algorithm they want to follow, to get a more holisitic approach to the previous turning points and how the price played out

You may have to play around and find which of the many algorithms you may find that is of interest to use as the guide to executing the trade, the direction of the price – as they all provide the same intelligence, but at times the time lag will differ [same, like the sensitive can give you 3 time eriods lag and the longer index lags up to 5 – 8 time blocks

NOTE: there are 3 algorithms:

HE used for single instruments [the majority of instruments are single

ED best used for portfolio instruments like indices, ETFs

DA detects turbulence in the price path [rough weather in the direction of the price

Each algorithm comes with a sensitivity index:

10. 12 sensitive

20. 24 intermediate

36. 48 long

presents the Highest, Lowest and Close price over the next 5 time windows

= as well as the extreme High and Low and the worst price [can use this as the STOP price

= time windows are: 15 min 30 min 60 min 24 hours [daily

presents the current and historic core state of the instrument / so the trader will know that the instruments price regime is in A (I) PERSISTENT TRENDING LOMG or SHORT (ii) MEAN REVERTING LONG or SHORT (iii) RANDOM core state

• persistent trending LONG [the next price will move in the same direction
• persistent trending SHORT
• mean reverting LONG [the next price is likely to move in opposite direction
• mean reverting SHORT
• RANDOM [who knows

[CSi^ index = Core State index line

Simple explanation:

• the CSi^ index line moves between 0.00 and 2.00
• as the CSi^ index line moves upwards from 0.00 => 2.00
  => the price will rise
• as the CSi^ index line moves downwards from 2.00 => 0.00,
  => the price will fall

NOTE: there is a short time lag between when the CSi^ index line falls, and the price falls

• so you will tend to see that once the CSi^ index line falls [rises ] the price will continue to rise [fall ] at a time lag of 3 or 4 time blocks
• a time block is the discrete price period being used: 15min 30min 60min 24 hours
• using a 60 minute time block, the time lag is 3 to 4 hours
• so when the CSi^ index line falls, from the peak of the CSi^ index, you will know that in the 3rd and 4th hour the highest price will be presented
• so you will be selling [buying ] into the last leg of a price rise [fall ]
• there are multiple options available in executing the price, be they to sell into the final leg of the price rise or wait until the price starts to fall and sell
• limit orders would tend to capture the trend, selling into the price rise, looking at the high price as the target price